+8.1%
ORCL vs AME
+63.2%
-55.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -6.5% | -4.1% | -2.4% | -4.8% |
| 30D | -16.6% | -4.1% | -12.4% | -14.9% |
| 3M | -21.6% | -5.6% | -16.0% | -19.6% |
| 6M | -39.4% | +2.8% | -42.2% | -39.8% |
| YTD | -38.7% | +16.6% | -55.3% | -43.0% |
| 1Y | -50.4% | +21.1% | -71.4% | -54.7% |
| 3Y | +8.1% | +61.1% | -53.0% | -7.0% |
| All | +8.1% | +63.2% | -55.2% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling